Testing Homogeneity in a Semiparametric Two-Sample Problem

Table 1

Type I error and power comparisons (%) of the EM test and the score test (SC test) for log-normal model: 𝑛₀=𝑛₁=50.

𝜆	𝜇	Level	EM^𝑛(1)	EM^𝑛(2)	EM^𝑛(3)	SC test
0		10	11.9	12.2	12.2	11.5
0		5	6.3	6.5	6.5	6.4
0		1	1.6	1.6	1.6	1.9
0.1	1	10	14.8	14.5	14.5	14.6
0.1	1	5	8.5	8.6	8.6	8.6
0.1	1	1	2.5	2.5	2.5	2.4
0.1	2	10	27.2	28.1	28	25.6
0.1	2	5	17.8	18.4	18.4	16.7
0.1	2	1	6.6	6.7	6.7	6.2
0.1	3	10	47.1	48.3	48.3	41.4
0.1	3	5	34.2	35.6	35.4	30.8
0.1	3	1	15.4	15.6	15.6	14.9
0.2	1	10	25.5	25.9	26	25.6
0.2	1	5	16.4	16.4	16.4	17
0.2	1	1	5.4	5.3	5.3	5.7
0.2	2	10	62.2	62.7	62.7	56.7
0.2	2	5	50.6	51.3	51.2	45.9
0.2	2	1	28.4	28.5	28.5	24.7
0.2	3	10	88.3	88.8	88.8	81
0.2	3	5	81	82.3	82.3	73.4
0.2	3	1	61.7	61.9	61.9	51.5
0.3	1	10	43.3	42.9	42.8	42.8
0.3	1	5	31.3	31.1	31.1	31.6
0.3	1	1	14.2	14.2	14.2	13.9
0.3	2	10	88.1	88.5	88.5	84.2
0.3	2	5	80.8	80.8	80.8	76.8
0.3	2	1	61.5	61.5	61.5	55.3
0.3	3	10	99.3	99.3	99.3	97
0.3	3	5	98	98.2	98.2	94.8
0.3	3	1	93	93.2	93.2	85.2